-18.3%
PCG vs IRM
+112.1%
-130.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.2% | +6.8% | -4.6% | +0.4% |
| 30D | +0.8% | +2.6% | -1.8% | -0.2% |
| 3M | -23.8% | -9.5% | -14.3% | -22.1% |
| 6M | -19.6% | -8.5% | -11.1% | -18.2% |
| YTD | -16.7% | +40.3% | -57.0% | -24.2% |
| 1Y | -19.4% | +28.7% | -48.1% | -25.1% |
| 3Y | -18.3% | +111.8% | -130.1% | -41.6% |
| All | -18.3% | +112.1% | -130.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling